+250.5%
NEM vs MNST
+68.0%
+182.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | +0.1% |
| 7D | -6.4% | +1.6% | -8.0% | -6.7% |
| 30D | +1.4% | +5.1% | -3.6% | +0.7% |
| 3M | -0.7% | -0.5% | -0.2% | -0.7% |
| 6M | -4.5% | +8.1% | -12.6% | -6.0% |
| YTD | +14.0% | +21.2% | -7.2% | +9.8% |
| 1Y | +27.3% | +30.7% | -3.4% | +21.5% |
| 3Y | +250.5% | +67.3% | +183.2% | +227.2% |
| All | +250.5% | +68.0% | +182.5% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling